-30.1%
BROS vs ACI
-34.0%
+3.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.6% |
| 7D | -0.9% | -2.6% | +1.6% | -1.0% |
| 30D | -13.5% | +1.1% | -14.5% | -13.4% |
| 3M | -18.4% | -23.6% | +5.2% | -17.7% |
| 6M | -10.6% | -29.9% | +19.4% | -8.8% |
| YTD | -25.1% | -26.9% | +1.8% | -24.1% |
| All | -30.1% | -34.0% | +3.9% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling